Back Tested Results GBP / CHF 2-2010

GBP/CHF (Great Britain Pound vs Swiss Franc)

Bars in test 28984 Ticks modelled 23870939 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 11569.00
Total net profit 1790.58 Gross profit 2666.28 Gross loss -875.71
Profit factor 3.04 Expected payoff 27.55
Absolute drawdown 82.76 Maximal drawdown 386.22 (2.87%) Relative drawdown 3.08% (365.51)
Total trades 65 Short positions (won %) 21 (90.48%) Long positions (won %) 44 (93.18%)
Profit trades (% of total) 60 (92.31%) Loss trades (% of total) 5 (7.69%)
Largest profit trade 48.28 loss trade -291.35
Average profit trade 44.44 loss trade -175.14
Maximum consecutive wins (profit in money) 24 (1055.45) consecutive losses (loss in money) 1 (-291.35)
Maximal consecutive profit (count of wins) 1055.45 (24) consecutive loss (count of losses) -291.35 (1)
Average consecutive wins 12 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 21:30 buy 1 0.64 1.68520 0.00000 0.00000
2 2010.02.01 21:30 modify 1 0.64 1.68520 1.68100 1.68590
3 2010.02.01 22:38 t/p 1 0.64 1.68590 1.68100 1.68590 48.28 11617.28
4 2010.02.01 22:38 buy 2 0.64 1.68520 0.00000 0.00000
5 2010.02.01 22:38 modify 2 0.64 1.68520 1.68100 1.68590
6 2010.02.01 23:05 t/p 2 0.64 1.68590 1.68100 1.68590 48.28 11665.56
7 2010.02.02 00:00 buy 3 0.64 1.68510 0.00000 0.00000
8 2010.02.02 00:00 modify 3 0.64 1.68510 1.68090 1.68580
9 2010.02.02 00:00 t/p 3 0.64 1.68580 1.68090 1.68580 48.28 11713.84
10 2010.02.02 21:45 buy 4 0.64 1.68500 0.00000 0.00000
11 2010.02.02 21:45 modify 4 0.64 1.68500 1.68080 1.68570
12 2010.02.02 22:10 t/p 4 0.64 1.68570 1.68080 1.68570 48.28 11762.12
13 2010.02.02 23:20 buy 5 0.64 1.68500 0.00000 0.00000
14 2010.02.02 23:21 modify 5 0.64 1.68500 1.68080 1.68570
15 2010.02.02 23:46 t/p 5 0.64 1.68570 1.68080 1.68570 48.28 11810.40
16 2010.02.02 23:55 sell 6 0.64 1.68670 0.00000 0.00000
17 2010.02.02 23:55 modify 6 0.64 1.68670 1.69090 1.68600
18 2010.02.03 00:08 t/p 6 0.64 1.68600 1.69090 1.68600 44.89 11855.29
19 2010.02.03 00:12 sell 7 0.64 1.68660 0.00000 0.00000
20 2010.02.03 00:12 modify 7 0.64 1.68660 1.69080 1.68590
21 2010.02.03 05:54 s/l 7 0.64 1.69080 1.69080 1.68590 -289.65 11565.64
22 2010.02.03 21:31 buy 8 0.64 1.68320 0.00000 0.00000
23 2010.02.03 21:31 modify 8 0.64 1.68320 1.67900 1.68390
24 2010.02.03 21:38 t/p 8 0.64 1.68390 1.67900 1.68390 48.28 11613.92
25 2010.02.03 21:47 buy 9 0.64 1.68330 0.00000 0.00000
26 2010.02.03 21:47 modify 9 0.64 1.68330 1.67910 1.68400
27 2010.02.03 23:03 t/p 9 0.64 1.68400 1.67910 1.68400 48.28 11662.20
28 2010.02.03 23:10 sell 10 0.64 1.68500 0.00000 0.00000
29 2010.02.03 23:10 modify 10 0.64 1.68500 1.68920 1.68430
30 2010.02.03 23:11 t/p 10 0.64 1.68430 1.68920 1.68430 48.27 11710.47
31 2010.02.03 23:13 sell 11 0.64 1.68470 0.00000 0.00000
32 2010.02.03 23:13 modify 11 0.64 1.68470 1.68890 1.68400
33 2010.02.03 23:15 t/p 11 0.64 1.68400 1.68890 1.68400 48.27 11758.74
34 2010.02.03 23:28 sell 12 0.64 1.68480 0.00000 0.00000
35 2010.02.03 23:28 modify 12 0.64 1.68480 1.68900 1.68410
36 2010.02.03 23:49 t/p 12 0.64 1.68410 1.68900 1.68410 48.27 11807.01
37 2010.02.04 22:12 sell 13 0.64 1.68170 0.00000 0.00000
38 2010.02.04 22:12 modify 13 0.64 1.68170 1.68590 1.68100
39 2010.02.04 23:07 t/p 13 0.64 1.68100 1.68590 1.68100 48.27 11855.28
40 2010.02.04 23:31 buy 14 0.64 1.68080 0.00000 0.00000
41 2010.02.04 23:32 modify 14 0.64 1.68080 1.67660 1.68150
42 2010.02.05 00:53 close 14 0.64 1.68080 1.67660 1.68150 -1.65 11853.63
43 2010.02.08 21:30 buy 15 0.64 1.67300 0.00000 0.00000
44 2010.02.08 21:30 modify 15 0.64 1.67300 1.66880 1.67370
45 2010.02.08 23:00 close 15 0.64 1.67300 1.66880 1.67370 0.00 11853.63
46 2010.02.08 23:06 buy 16 0.64 1.67220 0.00000 0.00000
47 2010.02.08 23:06 modify 16 0.64 1.67220 1.66800 1.67290
48 2010.02.08 23:09 t/p 16 0.64 1.67290 1.66800 1.67290 48.28 11901.91
49 2010.02.08 23:26 buy 17 0.64 1.67220 0.00000 0.00000
50 2010.02.08 23:26 modify 17 0.64 1.67220 1.66800 1.67290
51 2010.02.09 00:05 t/p 17 0.64 1.67290 1.66800 1.67290 46.63 11948.53
52 2010.02.09 22:25 sell 18 0.64 1.67300 0.00000 0.00000
53 2010.02.09 22:25 modify 18 0.64 1.67300 1.67720 1.67230
54 2010.02.09 22:39 t/p 18 0.64 1.67230 1.67720 1.67230 48.28 11996.81
55 2010.02.09 22:42 sell 19 0.64 1.67280 0.00000 0.00000
56 2010.02.09 22:42 modify 19 0.64 1.67280 1.67700 1.67210
57 2010.02.09 22:47 t/p 19 0.64 1.67210 1.67700 1.67210 48.27 12045.08
58 2010.02.09 23:58 buy 20 0.64 1.67170 0.00000 0.00000
59 2010.02.09 23:58 modify 20 0.64 1.67170 1.66750 1.67240
60 2010.02.10 00:10 t/p 20 0.64 1.67240 1.66750 1.67240 46.63 12091.71
61 2010.02.10 00:14 buy 21 0.64 1.67210 0.00000 0.00000
62 2010.02.10 00:14 modify 21 0.64 1.67210 1.66790 1.67280
63 2010.02.10 01:25 t/p 21 0.64 1.67280 1.66790 1.67280 48.28 12139.99
64 2010.02.10 23:09 buy 22 0.64 1.66400 0.00000 0.00000
65 2010.02.10 23:09 modify 22 0.64 1.66400 1.65980 1.66470
66 2010.02.10 23:25 t/p 22 0.64 1.66470 1.65980 1.66470 48.28 12188.27
67 2010.02.10 23:31 buy 23 0.64 1.66450 0.00000 0.00000
68 2010.02.10 23:31 modify 23 0.64 1.66450 1.66030 1.66520
69 2010.02.10 23:36 t/p 23 0.64 1.66520 1.66030 1.66520 48.27 12236.54
70 2010.02.11 22:18 buy 24 0.64 1.68060 0.00000 0.00000
71 2010.02.11 22:18 modify 24 0.64 1.68060 1.67640 1.68130
72 2010.02.11 23:38 close 24 0.64 1.68070 1.67640 1.68130 6.90 12243.44
73 2010.02.11 23:46 buy 25 0.64 1.67980 0.00000 0.00000
74 2010.02.11 23:46 modify 25 0.64 1.67980 1.67560 1.68050
75 2010.02.11 23:56 t/p 25 0.64 1.68050 1.67560 1.68050 48.28 12291.72
76 2010.02.12 00:04 sell 26 0.64 1.68180 0.00000 0.00000
77 2010.02.12 00:04 modify 26 0.64 1.68180 1.68600 1.68110
78 2010.02.12 00:09 t/p 26 0.64 1.68110 1.68600 1.68110 48.28 12340.00
79 2010.02.15 22:19 sell 27 0.64 1.68830 0.00000 0.00000
80 2010.02.15 22:19 modify 27 0.64 1.68830 1.69250 1.68760
81 2010.02.15 22:23 t/p 27 0.64 1.68760 1.69250 1.68760 48.28 12388.28
82 2010.02.15 22:47 sell 28 0.64 1.68830 0.00000 0.00000
83 2010.02.15 22:47 modify 28 0.64 1.68830 1.69250 1.68760
84 2010.02.16 00:44 close 28 0.64 1.68830 1.69250 1.68760 -3.38 12384.90
85 2010.02.16 21:31 buy 29 0.64 1.68320 0.00000 0.00000
86 2010.02.16 21:31 modify 29 0.64 1.68320 1.67900 1.68390
87 2010.02.16 22:51 close 29 0.64 1.68320 1.67900 1.68390 0.00 12384.90
88 2010.02.16 23:27 buy 30 0.64 1.68280 0.00000 0.00000
89 2010.02.16 23:27 modify 30 0.64 1.68280 1.67860 1.68350
90 2010.02.17 00:10 t/p 30 0.64 1.68350 1.67860 1.68350 46.63 12431.53
91 2010.02.17 00:18 buy 31 0.64 1.68300 0.00000 0.00000
92 2010.02.17 00:18 modify 31 0.64 1.68300 1.67880 1.68370
93 2010.02.17 06:37 close 31 0.64 1.68300 1.67880 1.68370 0.00 12431.53
94 2010.02.17 23:00 sell 32 0.64 1.69120 0.00000 0.00000
95 2010.02.17 23:00 modify 32 0.64 1.69120 1.69540 1.69050
96 2010.02.17 23:35 t/p 32 0.64 1.69050 1.69540 1.69050 48.28 12479.81
97 2010.02.17 23:35 buy 33 0.64 1.69010 0.00000 0.00000
98 2010.02.17 23:38 modify 33 0.64 1.69010 1.68590 1.69080
99 2010.02.18 00:26 t/p 33 0.64 1.69080 1.68590 1.69080 43.32 12523.13
100 2010.02.18 21:30 sell 34 0.64 1.68470 0.00000 0.00000
101 2010.02.18 21:30 modify 34 0.64 1.68470 1.68890 1.68400
102 2010.02.18 21:30 t/p 34 0.64 1.68400 1.68890 1.68400 48.27 12571.40
103 2010.02.18 21:31 buy 35 0.64 1.68230 0.00000 0.00000
104 2010.02.18 21:32 modify 35 0.64 1.68230 1.67810 1.68300
105 2010.02.18 21:32 t/p 35 0.64 1.68300 1.67810 1.68300 48.28 12619.68
106 2010.02.18 21:33 buy 36 0.64 1.68280 0.00000 0.00000
107 2010.02.18 21:33 modify 36 0.64 1.68280 1.67860 1.68350
108 2010.02.18 21:35 t/p 36 0.64 1.68350 1.67860 1.68350 48.27 12667.95
109 2010.02.18 21:35 buy 37 0.64 1.68250 0.00000 0.00000
110 2010.02.18 21:36 modify 37 0.64 1.68250 1.67830 1.68320
111 2010.02.18 21:36 t/p 37 0.64 1.68320 1.67830 1.68320 48.28 12716.23
112 2010.02.18 21:36 buy 38 0.64 1.68280 0.00000 0.00000
113 2010.02.18 21:36 modify 38 0.64 1.68280 1.67860 1.68350
114 2010.02.18 21:36 t/p 38 0.64 1.68350 1.67860 1.68350 48.27 12764.50
115 2010.02.18 21:37 sell 39 0.64 1.68520 0.00000 0.00000
116 2010.02.18 21:37 modify 39 0.64 1.68520 1.68940 1.68450
117 2010.02.18 21:37 t/p 39 0.64 1.68450 1.68940 1.68450 48.27 12812.77
118 2010.02.18 21:38 buy 40 0.64 1.68260 0.00000 0.00000
119 2010.02.18 21:38 modify 40 0.64 1.68260 1.67840 1.68330
120 2010.02.18 21:38 t/p 40 0.64 1.68330 1.67840 1.68330 48.28 12861.05
121 2010.02.18 21:38 buy 41 0.64 1.68270 0.00000 0.00000
122 2010.02.18 21:38 modify 41 0.64 1.68270 1.67850 1.68340
123 2010.02.18 21:38 t/p 41 0.64 1.68340 1.67850 1.68340 48.28 12909.33
124 2010.02.18 21:38 sell 42 0.64 1.68470 0.00000 0.00000
125 2010.02.18 21:39 modify 42 0.64 1.68470 1.68890 1.68400
126 2010.02.18 21:40 t/p 42 0.64 1.68400 1.68890 1.68400 48.27 12957.60
127 2010.02.18 21:40 sell 43 0.64 1.68470 0.00000 0.00000
128 2010.02.18 21:40 modify 43 0.64 1.68470 1.68890 1.68400
129 2010.02.18 21:41 t/p 43 0.64 1.68400 1.68890 1.68400 48.27 13005.87
130 2010.02.18 21:41 buy 44 0.64 1.68280 0.00000 0.00000
131 2010.02.18 21:41 modify 44 0.64 1.68280 1.67860 1.68350
132 2010.02.18 21:43 t/p 44 0.64 1.68350 1.67860 1.68350 48.27 13054.14
133 2010.02.18 21:45 sell 45 0.64 1.68460 0.00000 0.00000
134 2010.02.18 21:45 modify 45 0.64 1.68460 1.68880 1.68390
135 2010.02.18 21:45 t/p 45 0.64 1.68390 1.68880 1.68390 48.28 13102.42
136 2010.02.18 21:45 buy 46 0.64 1.68290 0.00000 0.00000
137 2010.02.18 21:45 modify 46 0.64 1.68290 1.67870 1.68360
138 2010.02.18 21:46 t/p 46 0.64 1.68360 1.67870 1.68360 48.28 13150.70
139 2010.02.18 21:46 buy 47 0.64 1.68290 0.00000 0.00000
140 2010.02.18 21:46 modify 47 0.64 1.68290 1.67870 1.68360
141 2010.02.18 21:46 t/p 47 0.64 1.68360 1.67870 1.68360 48.28 13198.98
142 2010.02.18 21:46 buy 48 0.64 1.68260 0.00000 0.00000
143 2010.02.18 21:46 modify 48 0.64 1.68260 1.67840 1.68330
144 2010.02.18 21:47 t/p 48 0.64 1.68330 1.67840 1.68330 48.28 13247.26
145 2010.02.18 21:47 buy 49 0.64 1.68290 0.00000 0.00000
146 2010.02.18 21:47 modify 49 0.64 1.68290 1.67870 1.68360
147 2010.02.18 21:48 t/p 49 0.64 1.68360 1.67870 1.68360 48.28 13295.54
148 2010.02.18 21:49 buy 50 0.64 1.68260 0.00000 0.00000
149 2010.02.18 21:49 modify 50 0.64 1.68260 1.67840 1.68330
150 2010.02.18 21:57 t/p 50 0.64 1.68330 1.67840 1.68330 48.28 13343.82
151 2010.02.18 21:57 buy 51 0.64 1.68280 0.00000 0.00000
152 2010.02.18 21:57 modify 51 0.64 1.68280 1.67860 1.68350
153 2010.02.18 21:58 t/p 51 0.64 1.68350 1.67860 1.68350 48.27 13392.09
154 2010.02.18 21:58 buy 52 0.64 1.68280 0.00000 0.00000
155 2010.02.18 21:58 modify 52 0.64 1.68280 1.67860 1.68350
156 2010.02.18 22:00 t/p 52 0.64 1.68350 1.67860 1.68350 48.27 13440.36
157 2010.02.18 22:01 buy 53 0.64 1.68270 0.00000 0.00000
158 2010.02.18 22:01 modify 53 0.64 1.68270 1.67850 1.68340
159 2010.02.18 23:50 s/l 53 0.64 1.67850 1.67850 1.68340 -289.67 13150.69
160 2010.02.18 23:50 buy 54 0.64 1.67870 0.00000 0.00000
161 2010.02.18 23:50 modify 54 0.64 1.67870 1.67450 1.67940
162 2010.02.18 23:53 t/p 54 0.64 1.67940 1.67450 1.67940 48.28 13198.97
163 2010.02.22 22:03 buy 55 0.64 1.66540 0.00000 0.00000
164 2010.02.22 22:03 modify 55 0.64 1.66540 1.66120 1.66610
165 2010.02.22 22:23 t/p 55 0.64 1.66610 1.66120 1.66610 48.28 13247.25
166 2010.02.22 22:38 buy 56 0.64 1.66550 0.00000 0.00000
167 2010.02.22 22:38 modify 56 0.64 1.66550 1.66130 1.66620
168 2010.02.22 23:58 t/p 56 0.64 1.66620 1.66130 1.66620 48.28 13295.53
169 2010.02.23 00:00 sell 57 0.64 1.66710 0.00000 0.00000
170 2010.02.23 00:00 modify 57 0.64 1.66710 1.67130 1.66640
171 2010.02.23 00:53 t/p 57 0.64 1.66640 1.67130 1.66640 48.28 13343.81
172 2010.02.23 21:30 buy 58 0.64 1.67110 0.00000 0.00000
173 2010.02.23 21:30 modify 58 0.64 1.67110 1.66690 1.67180
174 2010.02.23 21:59 t/p 58 0.64 1.67180 1.66690 1.67180 48.27 13392.08
175 2010.02.23 22:10 sell 59 0.64 1.67260 0.00000 0.00000
176 2010.02.23 22:10 modify 59 0.64 1.67260 1.67680 1.67190
177 2010.02.23 22:14 t/p 59 0.64 1.67190 1.67680 1.67190 48.28 13440.36
178 2010.02.24 22:02 buy 60 0.64 1.66470 0.00000 0.00000
179 2010.02.24 22:02 modify 60 0.64 1.66470 1.66050 1.66540
180 2010.02.24 22:04 t/p 60 0.64 1.66540 1.66050 1.66540 48.28 13488.64
181 2010.02.24 22:05 buy 61 0.64 1.66470 0.00000 0.00000
182 2010.02.24 22:10 modify 61 0.64 1.66470 1.66050 1.66540
183 2010.02.24 22:25 t/p 61 0.64 1.66540 1.66050 1.66540 48.28 13536.92
184 2010.02.24 22:35 buy 62 0.64 1.66500 0.00000 0.00000
185 2010.02.24 22:35 modify 62 0.64 1.66500 1.66080 1.66570
186 2010.02.24 22:50 t/p 62 0.64 1.66570 1.66080 1.66570 48.28 13585.20
187 2010.02.24 22:54 sell 63 0.64 1.66620 0.00000 0.00000
188 2010.02.24 22:54 modify 63 0.64 1.66620 1.67040 1.66550
189 2010.02.25 00:59 close 63 0.64 1.66580 1.67040 1.66550 17.46 13602.65
190 2010.02.25 23:12 sell 64 0.64 1.64920 0.00000 0.00000
191 2010.02.25 23:12 modify 64 0.64 1.64920 1.65340 1.64850
192 2010.02.25 23:40 t/p 64 0.64 1.64850 1.65340 1.64850 48.28 13650.93
193 2010.02.25 23:40 buy 65 0.64 1.64830 0.00000 0.00000
194 2010.02.25 23:40 modify 65 0.64 1.64830 1.64410 1.64900
195 2010.02.26 02:21 s/l 65 0.64 1.64410 1.64410 1.64900 -291.35 13359.58

 

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